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LNW - Light & Wonder
Implied Volatility Analysis

Implied Volatility:
48.5%
Put/Call-Ratio:
0.93

Light & Wonder has an Implied Volatility (IV) of 48.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LNW is 6 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for LNW is -0.99 standard deviations away from its 1 year mean.

Market Cap$5.19B
Next Earnings Date5/9/2023 (46d)
Implied Volatility (IV) 30d
48.54
Implied Volatility Rank (IVR) 1y
6.02
Implied Volatility Percentile (IVP) 1y
15.21
Historical Volatility (HV) 30d
42.04
IV / HV
1.15
Open Interest
5.97K
Option Volume
27.00
Put/Call Ratio (Volume)
0.93

Data was calculated after the 3/23/2023 closing.

This stock chart shows LNW Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for LNW Light & Wonder over a one year time horizon.
Tradingview Chart →

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